MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 01:59 PM IST
| MIDCPNIFTY 25NOV2024 11950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 2.14
Theta: -6.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12188.30 | 260 | 32.30 | 15.04 | 1,490 | 237 | 318 | |||
| 19 Nov | 12171.65 | 227.7 | -1221.45 | 16.38 | 204 | -449 | 81 | |||
| 18 Nov | 12091.60 | 1449.15 | 0.00 | - | 0 | -497 | 0 | |||
| 14 Nov | 12100.10 | 1449.15 | 0.00 | - | 0 | 118 | 0 | |||
| 13 Nov | 12071.10 | 1449.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1449.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1449.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1449.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1449.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 12654.95 | 1449.15 | 1449.15 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11950 expiring on 25NOV2024
Delta for 11950 CE is 0.91
Historical price for 11950 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 260, which was 32.30 higher than the previous day. The implied volatity was 15.04, the open interest changed by 237 which increased total open position to 318
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 227.7, which was -1221.45 lower than the previous day. The implied volatity was 16.38, the open interest changed by -449 which decreased total open position to 81
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -497 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 118 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1449.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1449.15, which was 1449.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 11950 PE | |||||||
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Delta: -0.18
Vega: 3.33
Theta: -8.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12188.30 | 26.7 | -16.70 | 21.56 | 73,317 | 1,869 | 3,077 |
| 19 Nov | 12171.65 | 43.4 | -24.85 | 18.86 | 25,325 | -34,359 | 1,263 |
| 18 Nov | 12091.60 | 68.25 | -58.35 | 20.25 | 707 | -10,585 | 268 |
| 14 Nov | 12100.10 | 126.6 | 0.00 | 2.44 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 126.6 | 0.00 | 2.55 | 0 | 1,273 | 0 |
| 12 Nov | 12333.00 | 126.6 | 0.00 | 4.92 | 0 | 6,935 | 0 |
| 11 Nov | 12495.70 | 126.6 | 0.00 | 6.22 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 126.6 | 0.00 | 5.68 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 126.6 | 0.00 | 6.22 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 126.6 | 0.00 | 6.45 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 126.6 | 0.00 | 4.23 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 126.6 | 0.00 | 3.32 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 126.6 | 0.00 | 4.37 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 126.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 126.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 126.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 126.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11950 expiring on 25NOV2024
Delta for 11950 PE is -0.18
Historical price for 11950 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 26.7, which was -16.70 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1869 which increased total open position to 3077
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 43.4, which was -24.85 lower than the previous day. The implied volatity was 18.86, the open interest changed by -34359 which decreased total open position to 1263
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 68.25, which was -58.35 lower than the previous day. The implied volatity was 20.25, the open interest changed by -10585 which decreased total open position to 268
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 1273 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 4.92, the open interest changed by 6935 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 126.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 126.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
